OverviewChartNewsTraderScreen

Morgan Stanley Call 47.5 CIS 21.0.../  DE000MD9M768  /

EUWAX
09/05/2024  21:28:30 Chg.-0.011 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.188EUR -5.53% -
Bid Size: -		 -
Ask Size: -		 CISCO SYSTEMS DL-... 47.50 - 21/06/2024 Call
 

Master data

WKN: MD9M76
Issuer: Morgan Stanley
Currency: EUR
Underlying: CISCO SYSTEMS DL-,001
Type: Warrant
Option type: Call
Strike price: 47.50 -
Maturity: 21/06/2024
Issue date: 20/10/2022
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.33
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.17
Parity: -0.28
Time value: 0.20
Break-even: 49.50
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 1.39
Spread abs.: 0.00
Spread %: 1.52%
Delta: 0.40
Theta: -0.04
Omega: 8.99
Rho: 0.02
 

Quote data

Open: 0.197
High: 0.197
Low: 0.187
Previous Close: 0.199
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.51%
1 Month
  -44.71%
3 Months
  -57.27%
YTD
  -60.83%
1 Year
  -59.13%
3 Years     -
5 Years     -
1W High / 1W Low: 0.199 0.151
1M High / 1M Low: 0.340 0.151
6M High / 6M Low: 0.730 0.151
High (YTD): 26/01/2024 0.600
Low (YTD): 07/05/2024 0.151
52W High: 01/09/2023 1.160
52W Low: 07/05/2024 0.151
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.229
Avg. volume 1M:   0.000
Avg. price 6M:   0.375
Avg. volume 6M:   0.000
Avg. price 1Y:   0.581
Avg. volume 1Y:   0.000
Volatility 1M:   148.74%
Volatility 6M:   154.17%
Volatility 1Y:   121.39%
Volatility 3Y:   -